+43.4%
C vs DHI
-21.2%
+64.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.1% |
| 7D | +0.8% | -3.4% | +4.2% | +1.4% |
| 30D | +0.9% | -5.4% | +6.3% | +1.9% |
| 3M | +1.1% | -10.4% | +11.5% | +2.9% |
| 6M | +28.4% | -2.8% | +31.2% | +27.6% |
| YTD | +20.8% | -3.4% | +24.2% | +18.8% |
| 1Y | +43.4% | -22.9% | +66.4% | +40.7% |
| All | +43.4% | -21.2% | +64.6% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DHI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling